Making Cornish–Fisher Distributions Fit
| dc.contributor.author | Lamb, John Douglas | |
| dc.contributor.author | Monville, M.E. | |
| dc.contributor.author | Tee, Kai-Hong | |
| dc.contributor.institution | University of Aberdeen.Business Management | en |
| dc.contributor.institution | University of Aberdeen.Energy | en |
| dc.date.accessioned | 2017-01-20T15:28:12Z | |
| dc.date.available | 2017-01-20T15:28:12Z | |
| dc.date.issued | 2016 | |
| dc.format.extent | 59 | |
| dc.format.extent | 595425 | |
| dc.identifier | 71232743 | |
| dc.identifier | 229eb12b-d08a-49a1-a898-e4299a567a80 | |
| dc.identifier.citation | Lamb, J D, Monville, M E & Tee, K-H 2016 'Making Cornish–Fisher Distributions Fit'. | en |
| dc.identifier.other | ORCID: /0000-0002-5849-7772/work/118987013 | |
| dc.identifier.uri | http://hdl.handle.net/2164/8040 | |
| dc.language.iso | eng | |
| dc.subject | Conditional value-at-risk | en |
| dc.subject | Goodness-of-fit | en |
| dc.subject | Kurtosis | en |
| dc.subject | Random variates | en |
| dc.subject | Skewness | en |
| dc.subject | H Social Sciences | en |
| dc.subject.lcc | H | en |
| dc.title | Making Cornish–Fisher Distributions Fit | en |
| dc.type | Working or discussion paper | en |